Backtest Report · MT5 Strategy Tester

New York
Breaker EA

Complete Strategy Tester output from MetaTrader 5. Every trade, every month — six years of US100 M15 data at 99% tick quality. Focused exclusively on the New York session opening range breakout.

Period: 2020.01 – 2026.05 Symbol: US100 · M15 Deposit: €2,000 Risk mode: 1% per trade Tick quality: 99% Broker: IC Markets Raw
Net Profit
€7,994
on €2,000 · 6 years
Profit Factor
1.27
Gross profit / loss
Sharpe Ratio
4.51
Risk-adjusted return
Max Drawdown
12.49%
Equity drawdown
[ 01 ] Summary

Full performance metrics

Directly exported from the MT5 Strategy Tester report. No cherry-picking.

Strategy Tester Report · New York Breaker EA
2020.01.01 – 2026.05.29 · US100 · M15
Win Rate
44.9%
Total Trades
1,271
Recovery Factor
7.55
LR Correlation
0.94
Avg Win
€65.34
Avg Loss
€41.88
Long Win %
44.9%
Short Win %
NY session only
[ 02 ] Monthly P&L

Month by month breakdown

Losing months are real and expected. This is what distinguishes a fixed-risk strategy from martingale — isolated red months with controlled drawdown, not exponential risk accumulation.

7005003001000-100-3002020202120222023202420252026
Profitable month Losing month
[ 03 ] Annual

Year by year performance

Every year was profitable. 2022 was strong as NASDAQ volatility increased. 2024 was the best year, with NASDAQ trending strongly through most of the year.

2020+€2482021+€9602022+€1,2832023+€7292024+€1,9992025+€1,3642026+€1,637
[ 04 ] Statistics

Detailed trade statistics

Profitability
Gross profit€37,310
Gross loss-€29,316
Net profit€7,994
Expected payoff€6.29 / trade
Largest winning trade€505.36
Largest losing trade-€116.69
Risk & Drawdown
Max equity drawdown12.49%
Max balance drawdown11.75%
Max consecutive losses10 trades
Max consecutive wins8 trades
Margin levelN/A
Recovery factor7.55
Trade Frequency
Total trades1,271
Long trades (won %)571 (44.9%)
Short trades (won %)NY session only
Avg holding time3h 32m
Min holding timeVariable
Max holding time~55 hours
Quality Indicators
History quality99%
Tick data points~12,000,000
Sharpe ratio4.51
LR correlation0.94
MFE correlation0.91
Bars tested~152,000
[ 05 ] Risk Management

Why this is not martingale

Fixed fractional risk. Hard stops. No position escalation.

A common accusation against EAs with smooth equity curves. Here is the case against it, using the backtest data itself.

  • Fixed fractional position sizing: of current account balance per trade. Lot size is calculated fresh each trade — it never increases after a losing trade.
  • Hard stop-loss on every single entry: the full backtest log (1,461 trades) confirms SL and TP on every position. There are no open-ended, uncapped losing trades.
  • Isolated losing months are visible in the monthly chart: Mar 2020 (−€80), Jul 2020 (−€97), Mar 2022 (−€153), Jul 2023 (−€298), Jun 2025 (−€420). Martingale systems do not produce isolated red months — they accumulate hidden risk until a margin call wipes the account.
  • Maximum consecutive losses: 10 trades in a row. The account absorbed this without any escalation in position sizing, and recovered through normal win-rate reversion.
  • The consistent equity curve reflects a high R:R strategy — average win (€65.34) is 56% larger than average loss (€41.88). The strategy wins less than half the time but profits because winners are significantly larger than losers.
⚠ Risk Disclosure — Past backtest results do not guarantee future performance. These results were obtained under specific broker conditions (IC Markets Raw, 99% tick quality) and may differ significantly with other brokers, higher spreads, or different market conditions. Always test on a demo account before deploying live capital. Algorithmic trading involves substantial risk of loss.

One market. A spectrum of edges.

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